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Stochastic optimization using model reference adaptive search

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3 Author(s)
Jiaqiao Hu ; Inst. for Syst. Res., Maryland Univ., College Park, MD ; Fu, M.C. ; Marcus, S.I.

We apply the recently introduced approach of model reference adaptive search to the setting of stochastic optimization and report on simulation results

Published in:

Simulation Conference, 2005 Proceedings of the Winter

Date of Conference:

4-4 Dec. 2005